SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-May-2016
Day Change Summary
Previous Current
10-May-2016 11-May-2016 Change Change % Previous Week
Open 206.72 207.91 1.19 0.6% 206.92
High 208.50 208.54 0.04 0.0% 208.18
Low 206.64 206.50 -0.14 -0.1% 203.88
Close 208.45 206.50 -1.95 -0.9% 205.72
Range 1.86 2.04 0.18 9.7% 4.30
ATR 1.92 1.93 0.01 0.5% 0.00
Volume 77,472,200 81,726,896 4,254,696 5.5% 417,787,796
Daily Pivots for day following 11-May-2016
Classic Woodie Camarilla DeMark
R4 213.30 211.94 207.62
R3 211.26 209.90 207.06
R2 209.22 209.22 206.87
R1 207.86 207.86 206.69 207.52
PP 207.18 207.18 207.18 207.01
S1 205.82 205.82 206.31 205.48
S2 205.14 205.14 206.13
S3 203.10 203.78 205.94
S4 201.06 201.74 205.38
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 218.83 216.57 208.09
R3 214.53 212.27 206.90
R2 210.23 210.23 206.51
R1 207.97 207.97 206.11 206.95
PP 205.93 205.93 205.93 205.42
S1 203.67 203.67 205.33 202.65
S2 201.63 201.63 204.93
S3 197.33 199.37 204.54
S4 193.03 195.07 203.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 208.54 203.88 4.66 2.3% 1.67 0.8% 56% True False 78,101,619
10 209.76 203.88 5.88 2.8% 1.80 0.9% 45% False False 89,100,198
20 210.92 203.88 7.04 3.4% 1.59 0.8% 37% False False 84,411,498
40 210.92 201.55 9.37 4.5% 1.73 0.8% 53% False False 90,901,053
60 210.92 189.32 21.60 10.5% 1.90 0.9% 80% False False 99,513,905
80 210.92 181.02 29.90 14.5% 2.28 1.1% 85% False False 118,291,614
100 210.92 181.02 29.90 14.5% 2.39 1.2% 85% False False 126,498,477
120 211.00 181.02 29.98 14.5% 2.40 1.2% 85% False False 125,944,223
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 217.21
2.618 213.88
1.618 211.84
1.000 210.58
0.618 209.80
HIGH 208.54
0.618 207.76
0.500 207.52
0.382 207.28
LOW 206.50
0.618 205.24
1.000 204.46
1.618 203.20
2.618 201.16
4.250 197.83
Fisher Pivots for day following 11-May-2016
Pivot 1 day 3 day
R1 207.52 206.95
PP 207.18 206.80
S1 206.84 206.65

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These figures are updated between 7pm and 10pm EST after a trading day.

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